Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49630.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43610.88 Kr¶

PnL: ---------------------------------------> -1264.7 Kr¶

DD now: ---------------------------------> -6.57 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 13:56:44.902494'

Anic Portfolio¶

Today¶

Return: 0.107 %¶

This Week¶

Return: -2.209 %¶

Total portfolio value¶

Return including deposits: 62.477 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.030000 1515.100000 92.100000 6.470000 1423.000014
Profoto Holding 7 2.390000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -1.010000 915.720000 3.720000 0.410000 912.000000
Atrium Ljungberg B 5 0.500000 898.500000 -5.500000 -0.610000 904.000000
JM 7 0.150000 941.500000 -8.500000 -0.890000 950.000002
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
Biotage 1 -2.110000 139.000000 -10.000000 -6.710000 149.000000
ASSA ABLOY B 4 -0.610000 982.800000 -10.200000 -1.030000 993.000000
Vitrolife 3 1.280000 665.400000 -11.600000 -1.710000 677.000001
Eastnine 6 -2.010000 643.200000 -13.800000 -2.100000 657.000000
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
BioGaia B 8 1.090000 889.600000 -14.400000 -1.590000 904.000000
Gränges 10 0.590000 1024.000000 -15.000000 -1.440000 1039.000000
OX2 12 -1.390000 894.000000 -15.000000 -1.650000 909.000000
Bufab 3 -0.280000 1056.600000 -19.400000 -1.800000 1076.000001
Latour B 4 -1.420000 836.000000 -20.000000 -2.340000 856.000000
Investor B 3 -0.350000 635.400000 -22.600000 -3.430000 657.999999
Vitec Software Group B 2 -2.530000 1077.000000 -27.000000 -2.450000 1104.000000
Sandvik 4 -0.050000 818.000000 -30.000000 -3.540000 848.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Addnode Group B 7 -1.500000 874.300000 -30.700000 -3.390000 904.999998
Sagax B 4 -1.800000 852.400000 -32.600000 -3.680000 885.000000
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
SKF B 5 -0.530000 943.500000 -36.500000 -3.720000 980.000000
Hexatronic Group 15 -1.180000 1032.300000 -38.700000 -3.610000 1071.000000
Byggmax Group 33 -1.060000 925.980000 -41.020000 -4.240000 966.999990
EQT 4 -2.400000 828.800000 -44.200000 -5.060000 873.000000
Catena 2 0.260000 758.400000 -47.600000 -5.910000 806.000000
Orrön Energy 170 -2.940000 1994.100000 -51.900000 -2.540000 2045.999980
Platzer Fastigheter Holding B 12 -1.190000 897.600000 -53.400000 -5.620000 951.000000
HEXPOL B 8 -4.760000 896.800000 -60.200000 -6.290000 957.000000
Hexagon B 26 -1.150000 3344.900000 -75.100000 -2.200000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 0.870000 2587.260000 -396.320000 -13.280000 2983.577733
TOTAL 43610.880000 -1264.700000 -6.57018% 44875.578016

Updated:¶

'2023-06-21 13:57:01.481569'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶